Nonlinear optical (NLO) and thermo-optical properties of two pure ionic liquids, BMIOMe.NTf2 and BMIOMe.N(CN)2, were examined in this study. This was the first nonlinear refractive index determination of a pristine ionic liquid by a standard self-refraction experiment. The NLO characterisations were performed using Z-scan and EZ-scan techniques in the thermally managed approach, with a mode-locked femtosecond laser source. Thermal properties were analysed concomitantly, and the thermo-optical coefficient, thermal characteristic time, and lens strength were characterised. These results define the parameters to be adopted in the method of nanoparticles formation by laser ablation in an ionic liquid solution and indicate that BMIOMe.NTf2 is a prominent material to be engineered for photonics applications.